The Critical Case of the Cramer-Lundberg Theorem on the Asymptotic Tail Behavior of the Maximum of a Negative Drift Random Walk

Author: Korshunov D.  

Publisher: Springer Publishing Company

ISSN: 0037-4466

Source: Siberian Mathematical Journal, Vol.46, Iss.6, 2005-11, pp. : 1077-1081

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract